vesper-memory 0.3.0

package/dist/benchmark/statistics.js

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+/**
+ * Statistical Functions for Scientific Benchmarks
+ *
+ * Pure functions for calculating:
+ * - Descriptive statistics (mean, median, percentile)
+ * - Dispersion measures (variance, standard deviation)
+ * - Confidence intervals
+ * - Hypothesis testing (Welch's t-test)
+ * - Effect size (Cohen's d)
+ *
+ * All functions are designed to be accurate, efficient, and safe.
+ */
+/**
+ * Custom error class for statistics-related errors
+ */
+export class StatisticsError extends Error {
+    constructor(message) {
+        super(message);
+        this.name = "StatisticsError";
+    }
+}
+/**
+ * Validate that array contains only finite numbers
+ */
+function validateArray(arr, name) {
+    if (!Array.isArray(arr)) {
+        throw new StatisticsError(`${name} must be an array`);
+    }
+    for (let i = 0; i < arr.length; i++) {
+        if (!Number.isFinite(arr[i])) {
+            throw new StatisticsError(`${name} contains non-finite value at index ${i}: ${arr[i]}`);
+        }
+    }
+}
+/**
+ * Calculate arithmetic mean of an array
+ *
+ * @param values - Array of numbers
+ * @returns The arithmetic mean
+ * @throws StatisticsError if array is empty or contains non-finite values
+ */
+export function mean(values) {
+    validateArray(values, "Values array");
+    if (values.length === 0) {
+        throw new StatisticsError("Cannot calculate mean of empty array");
+    }
+    // Use Kahan summation for better numerical precision
+    let sum = 0;
+    let compensation = 0;
+    for (const value of values) {
+        const y = value - compensation;
+        const t = sum + y;
+        compensation = t - sum - y;
+        sum = t;
+    }
+    return sum / values.length;
+}
+/**
+ * Calculate median of an array
+ *
+ * @param values - Array of numbers
+ * @returns The median value
+ * @throws StatisticsError if array is empty
+ */
+export function median(values) {
+    validateArray(values, "Values array");
+    if (values.length === 0) {
+        throw new StatisticsError("Cannot calculate median of empty array");
+    }
+    // Sort a copy to avoid mutating original
+    const sorted = [...values].sort((a, b) => a - b);
+    const mid = Math.floor(sorted.length / 2);
+    if (sorted.length % 2 === 0) {
+        return (sorted[mid - 1] + sorted[mid]) / 2;
+    }
+    return sorted[mid];
+}
+/**
+ * Calculate percentile using linear interpolation
+ *
+ * @param values - Array of numbers
+ * @param p - Percentile to calculate (0-100)
+ * @returns The percentile value
+ * @throws StatisticsError if array is empty or percentile is out of range
+ */
+export function percentile(values, p) {
+    validateArray(values, "Values array");
+    if (values.length === 0) {
+        throw new StatisticsError("Cannot calculate percentile of empty array");
+    }
+    if (p < 0 || p > 100) {
+        throw new StatisticsError("Percentile must be between 0 and 100");
+    }
+    // Sort a copy to avoid mutating original
+    const sorted = [...values].sort((a, b) => a - b);
+    if (p === 0) {
+        return sorted[0];
+    }
+    if (p === 100) {
+        return sorted[sorted.length - 1];
+    }
+    // Linear interpolation
+    const index = (p / 100) * (sorted.length - 1);
+    const lower = Math.floor(index);
+    const upper = Math.ceil(index);
+    const fraction = index - lower;
+    if (lower === upper) {
+        return sorted[lower];
+    }
+    return sorted[lower] * (1 - fraction) + sorted[upper] * fraction;
+}
+/**
+ * Calculate variance of an array
+ *
+ * @param values - Array of numbers
+ * @param sample - If true, calculate sample variance (n-1 denominator); default is population variance
+ * @returns The variance
+ * @throws StatisticsError if array is empty or too small for sample variance
+ */
+export function variance(values, sample = false) {
+    validateArray(values, "Values array");
+    if (values.length === 0) {
+        throw new StatisticsError("Cannot calculate variance of empty array");
+    }
+    if (sample && values.length < 2) {
+        throw new StatisticsError("Sample variance requires at least 2 elements");
+    }
+    const avg = mean(values);
+    let sumSquaredDiff = 0;
+    for (const value of values) {
+        sumSquaredDiff += (value - avg) ** 2;
+    }
+    const denominator = sample ? values.length - 1 : values.length;
+    return sumSquaredDiff / denominator;
+}
+/**
+ * Calculate standard deviation of an array
+ *
+ * @param values - Array of numbers
+ * @param sample - If true, calculate sample standard deviation
+ * @returns The standard deviation
+ * @throws StatisticsError if array is empty or too small for sample SD
+ */
+export function standardDeviation(values, sample = false) {
+    return Math.sqrt(variance(values, sample));
+}
+/**
+ * Calculate confidence interval using t-distribution
+ *
+ * @param values - Array of sample values
+ * @param confidenceLevel - Confidence level (0 < level < 1), e.g., 0.95 for 95% CI
+ * @returns ConfidenceIntervalResult with mean, lower, upper bounds
+ * @throws StatisticsError if array has less than 2 elements or invalid confidence level
+ */
+export function confidenceInterval(values, confidenceLevel) {
+    validateArray(values, "Values array");
+    if (values.length < 2) {
+        throw new StatisticsError("Confidence interval requires at least 2 elements");
+    }
+    if (confidenceLevel <= 0 || confidenceLevel >= 1) {
+        throw new StatisticsError("Confidence level must be between 0 and 1 (exclusive)");
+    }
+    const n = values.length;
+    const avg = mean(values);
+    const sd = standardDeviation(values, true); // Sample SD
+    const standardError = sd / Math.sqrt(n);
+    // Get t-critical value for given confidence level and degrees of freedom
+    const alpha = 1 - confidenceLevel;
+    const df = n - 1;
+    const tCritical = tDistributionInverse(1 - alpha / 2, df);
+    const marginOfError = tCritical * standardError;
+    return {
+        mean: avg,
+        lower: avg - marginOfError,
+        upper: avg + marginOfError,
+        confidenceLevel,
+        marginOfError,
+        standardError,
+    };
+}
+/**
+ * Perform Welch's t-test for two independent samples
+ *
+ * Welch's t-test is more robust than Student's t-test when
+ * variances are unequal between groups.
+ *
+ * @param groupA - First sample
+ * @param groupB - Second sample
+ * @param alpha - Significance level (default 0.05)
+ * @returns WelchTTestResult with test statistics and significance
+ * @throws StatisticsError if either group has less than 2 elements
+ */
+export function welchTTest(groupA, groupB, alpha = 0.05) {
+    validateArray(groupA, "Group A");
+    validateArray(groupB, "Group B");
+    if (groupA.length < 2) {
+        throw new StatisticsError("Group A must have at least 2 elements");
+    }
+    if (groupB.length < 2) {
+        throw new StatisticsError("Group B must have at least 2 elements");
+    }
+    const n1 = groupA.length;
+    const n2 = groupB.length;
+    const mean1 = mean(groupA);
+    const mean2 = mean(groupB);
+    const var1 = variance(groupA, true);
+    const var2 = variance(groupB, true);
+    // Handle identical groups (zero variance)
+    if (var1 === 0 && var2 === 0) {
+        return {
+            tStatistic: mean1 === mean2 ? 0 : mean1 < mean2 ? -Infinity : Infinity,
+            pValue: mean1 === mean2 ? 1 : 0,
+            degreesOfFreedom: n1 + n2 - 2,
+            significant: mean1 !== mean2,
+            alpha,
+            meanDifference: mean1 - mean2,
+        };
+    }
+    // Calculate t-statistic
+    const se1 = var1 / n1;
+    const se2 = var2 / n2;
+    const tStatistic = (mean1 - mean2) / Math.sqrt(se1 + se2);
+    // Welch-Satterthwaite degrees of freedom
+    const df = (se1 + se2) ** 2 / (se1 ** 2 / (n1 - 1) + se2 ** 2 / (n2 - 1));
+    // Calculate p-value (two-tailed)
+    const pValue = 2 * (1 - tDistributionCDF(Math.abs(tStatistic), df));
+    return {
+        tStatistic,
+        pValue,
+        degreesOfFreedom: df,
+        significant: pValue < alpha,
+        alpha,
+        meanDifference: mean1 - mean2,
+    };
+}
+/**
+ * Calculate Cohen's d effect size
+ *
+ * Cohen's d measures the standardized difference between two means.
+ * Guidelines: |d| < 0.2 negligible, 0.2-0.5 small, 0.5-0.8 medium, > 0.8 large
+ *
+ * @param groupA - First sample
+ * @param groupB - Second sample
+ * @returns Cohen's d (positive if A > B, negative if A < B)
+ * @throws StatisticsError if either group has less than 2 elements
+ */
+export function cohensD(groupA, groupB) {
+    validateArray(groupA, "Group A");
+    validateArray(groupB, "Group B");
+    if (groupA.length < 2) {
+        throw new StatisticsError("Group A must have at least 2 elements");
+    }
+    if (groupB.length < 2) {
+        throw new StatisticsError("Group B must have at least 2 elements");
+    }
+    const mean1 = mean(groupA);
+    const mean2 = mean(groupB);
+    const n1 = groupA.length;
+    const n2 = groupB.length;
+    const var1 = variance(groupA, true);
+    const var2 = variance(groupB, true);
+    // Pooled standard deviation
+    const pooledVar = ((n1 - 1) * var1 + (n2 - 1) * var2) / (n1 + n2 - 2);
+    const pooledSD = Math.sqrt(pooledVar);
+    if (pooledSD === 0) {
+        return 0; // Identical groups
+    }
+    return (mean1 - mean2) / pooledSD;
+}
+/**
+ * Interpret Cohen's d effect size
+ *
+ * @param d - Cohen's d value
+ * @returns String interpretation
+ */
+export function interpretEffectSize(d) {
+    const absD = Math.abs(d);
+    if (absD < 0.2) {
+        return "negligible";
+    }
+    else if (absD < 0.5) {
+        return "small";
+    }
+    else if (absD < 0.8) {
+        return "medium";
+    }
+    else {
+        return "large";
+    }
+}
+// =============================================================================
+// Internal helper functions for t-distribution
+// =============================================================================
+/**
+ * Approximate the inverse of the t-distribution CDF
+ * Used for calculating t-critical values for confidence intervals
+ *
+ * Uses the approximation from Abramowitz and Stegun (1964)
+ */
+function tDistributionInverse(p, df) {
+    // For large df, use normal approximation
+    if (df > 100) {
+        return normalInverse(p);
+    }
+    // Use iterative refinement
+    let x = normalInverse(p);
+    for (let i = 0; i < 10; i++) {
+        const cdf = tDistributionCDF(x, df);
+        const pdf = tDistributionPDF(x, df);
+        x = x - (cdf - p) / pdf;
+    }
+    return x;
+}
+/**
+ * Approximate the CDF of the t-distribution
+ * Used for calculating p-values
+ */
+function tDistributionCDF(t, df) {
+    // For large df, use normal approximation
+    if (df > 100) {
+        return normalCDF(t);
+    }
+    // Use the regularized incomplete beta function
+    const x = df / (df + t * t);
+    const a = df / 2;
+    const b = 0.5;
+    if (t >= 0) {
+        return 1 - 0.5 * incompleteBeta(x, a, b);
+    }
+    else {
+        return 0.5 * incompleteBeta(x, a, b);
+    }
+}
+/**
+ * PDF of the t-distribution
+ */
+function tDistributionPDF(t, df) {
+    const numerator = gamma((df + 1) / 2);
+    const denominator = Math.sqrt(df * Math.PI) * gamma(df / 2);
+    const base = 1 + (t * t) / df;
+    return (numerator / denominator) * Math.pow(base, -(df + 1) / 2);
+}
+/**
+ * Approximate the inverse of the standard normal CDF
+ * Uses the Abramowitz and Stegun approximation
+ */
+function normalInverse(p) {
+    if (p <= 0)
+        return -Infinity;
+    if (p >= 1)
+        return Infinity;
+    if (p === 0.5)
+        return 0;
+    const a = [
+        -3.969683028665376e1,
+        2.209460984245205e2,
+        -2.759285104469687e2,
+        1.383577518672690e2,
+        -3.066479806614716e1,
+        2.506628277459239e0,
+    ];
+    const b = [
+        -5.447609879822406e1,
+        1.615858368580409e2,
+        -1.556989798598866e2,
+        6.680131188771972e1,
+        -1.328068155288572e1,
+    ];
+    const c = [
+        -7.784894002430293e-3,
+        -3.223964580411365e-1,
+        -2.400758277161838e0,
+        -2.549732539343734e0,
+        4.374664141464968e0,
+        2.938163982698783e0,
+    ];
+    const d = [
+        7.784695709041462e-3,
+        3.224671290700398e-1,
+        2.445134137142996e0,
+        3.754408661907416e0,
+    ];
+    const pLow = 0.02425;
+    const pHigh = 1 - pLow;
+    let q, r;
+    if (p < pLow) {
+        q = Math.sqrt(-2 * Math.log(p));
+        return ((((((c[0] * q + c[1]) * q + c[2]) * q + c[3]) * q + c[4]) * q + c[5]) /
+            ((((d[0] * q + d[1]) * q + d[2]) * q + d[3]) * q + 1));
+    }
+    else if (p <= pHigh) {
+        q = p - 0.5;
+        r = q * q;
+        return (((((((a[0] * r + a[1]) * r + a[2]) * r + a[3]) * r + a[4]) * r + a[5]) *
+            q) /
+            (((((b[0] * r + b[1]) * r + b[2]) * r + b[3]) * r + b[4]) * r + 1));
+    }
+    else {
+        q = Math.sqrt(-2 * Math.log(1 - p));
+        return (-((((((c[0] * q + c[1]) * q + c[2]) * q + c[3]) * q + c[4]) * q + c[5]) /
+            ((((d[0] * q + d[1]) * q + d[2]) * q + d[3]) * q + 1)));
+    }
+}
+/**
+ * Standard normal CDF approximation
+ */
+function normalCDF(x) {
+    const a1 = 0.254829592;
+    const a2 = -0.284496736;
+    const a3 = 1.421413741;
+    const a4 = -1.453152027;
+    const a5 = 1.061405429;
+    const p = 0.3275911;
+    const sign = x < 0 ? -1 : 1;
+    x = Math.abs(x) / Math.sqrt(2);
+    const t = 1 / (1 + p * x);
+    const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-x * x);
+    return 0.5 * (1 + sign * y);
+}
+/**
+ * Gamma function approximation using Stirling's formula with corrections
+ */
+function gamma(z) {
+    if (z <= 0 && Number.isInteger(z)) {
+        return Infinity;
+    }
+    // Use reflection formula for z < 0.5
+    if (z < 0.5) {
+        return Math.PI / (Math.sin(Math.PI * z) * gamma(1 - z));
+    }
+    // Lanczos approximation
+    const g = 7;
+    const c = [
+        0.99999999999980993,
+        676.5203681218851,
+        -1259.1392167224028,
+        771.32342877765313,
+        -176.61502916214059,
+        12.507343278686905,
+        -0.13857109526572012,
+        9.9843695780195716e-6,
+        1.5056327351493116e-7,
+    ];
+    z -= 1;
+    let x = c[0];
+    for (let i = 1; i < g + 2; i++) {
+        x += c[i] / (z + i);
+    }
+    const t = z + g + 0.5;
+    return Math.sqrt(2 * Math.PI) * Math.pow(t, z + 0.5) * Math.exp(-t) * x;
+}
+/**
+ * Regularized incomplete beta function approximation
+ */
+function incompleteBeta(x, a, b) {
+    if (x === 0)
+        return 0;
+    if (x === 1)
+        return 1;
+    // Use continued fraction expansion
+    const maxIterations = 200;
+    const epsilon = 1e-10;
+    const lnBeta = logGamma(a) + logGamma(b) - logGamma(a + b);
+    const front = Math.exp(Math.log(x) * a + Math.log(1 - x) * b - lnBeta) / a;
+    // Lentz's algorithm for continued fraction
+    let f = 1;
+    let c = 1;
+    let d = 0;
+    for (let i = 0; i <= maxIterations; i++) {
+        const m = Math.floor(i / 2);
+        let numerator;
+        if (i === 0) {
+            numerator = 1;
+        }
+        else if (i % 2 === 0) {
+            numerator = (m * (b - m) * x) / ((a + 2 * m - 1) * (a + 2 * m));
+        }
+        else {
+            numerator =
+                -((a + m) * (a + b + m) * x) / ((a + 2 * m) * (a + 2 * m + 1));
+        }
+        d = 1 + numerator * d;
+        if (Math.abs(d) < 1e-30)
+            d = 1e-30;
+        d = 1 / d;
+        c = 1 + numerator / c;
+        if (Math.abs(c) < 1e-30)
+            c = 1e-30;
+        const delta = c * d;
+        f *= delta;
+        if (Math.abs(delta - 1) < epsilon) {
+            return front * (f - 1);
+        }
+    }
+    return front * (f - 1);
+}
+/**
+ * Log gamma function
+ */
+function logGamma(z) {
+    const c = [
+        76.18009172947146,
+        -86.50532032941677,
+        24.01409824083091,
+        -1.231739572450155,
+        0.1208650973866179e-2,
+        -0.5395239384953e-5,
+    ];
+    let x = z;
+    let y = z;
+    let tmp = x + 5.5;
+    tmp -= (x + 0.5) * Math.log(tmp);
+    let ser = 1.000000000190015;
+    for (let j = 0; j < 6; j++) {
+        y += 1;
+        ser += c[j] / y;
+    }
+    return -tmp + Math.log((2.5066282746310005 * ser) / x);
+}
+//# sourceMappingURL=statistics.js.map

package/dist/benchmark/statistics.js.map

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